Modifying quadratic coefficients (C++)

Answered

William Hart

• July 07, 2019 05:34

I'd like to modify coefficients of quadratic terms in objectives and constraints.  It looks like there aren't any functions to directly do this from C++.

With an objective, you can use gurobi methods to get the objective, remove a quadratic term, add a quadratic term and then re-add the objective.

It's not clear how you would do something similar for a constraint.

What is the best practice for modifying quadratic terms "in place"?

--Bill

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• 

  Greg Glockner

  Gurobi Staff

  • July 31, 2019 06:59

  The best way to modify a quadratic expression (GRBQuadExpr object) is to add the new terms. This is what you suggest for a quadratic objective. For a quadratic constraint, you can't edit it in place. Instead, do the following:

  1. Get the GRBQConstr object
  2. Call GRBModel::getQCRow() to get the GRBQuadExpr object
  3. Modify the GRBQuadExpr object
  4. Call GRBModel::remove() to remove the original GRBQConstr
  5. Call GRBModel::addQConstr()

  This doesn't exactly modify the model in place. However, unlike LP, there is less benefit to warm start.

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